The asymmetric wealth effect in the US housing and stock markets : evidence from the threshold cointegration model
Year of publication: |
2012
|
---|---|
Authors: | Tsai, I-chun ; Lee, Cheng-feng ; Chiang, Ming-chu |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 45.2012, 4, p. 1005-1020
|
Subject: | Wohnimmobilien | Residential real estate | Immobilienmarkt | Real estate market | Aktienmarkt | Stock market | Vermögenseffekt | Wealth effect | Kointegration | Cointegration | USA | United States | 1970-2009 |
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